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Published on 3/9/2021 in the Prospect News Structured Products Daily.

Structured Products Calendar

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% autocallable securities due April 1, 2024 linked to the worst of the Nasdaq-100 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17328YV76

HSBC USA INC.

• 0% autocallable barrier notes with step-up premium due March 24, 2026 linked to the lesser performing of the S&P 500 index, the Russell 2000 index, and the Dow Jones industrial average; via HSBC Securities (USA) Inc; pricing March 19; Cusip: 40438C3D1


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